火箭返回着陆问题高精度快速轨迹优化算法

针对垂直起降可重复使用运载火箭子级返回着陆问题,提出一种高精度快速轨迹优化算法.算法将凸化技术与伪谱离散方法有机结合,将非凸、非线性优化问题转化为凸优化问题,进而充分利用凸优化求解快速性、收敛确定性以及伪谱法离散精度高的理论基础.在优化精度方面,建立了高保真优化模型,分析了发动机开机/终端时刻值设计对轨迹最优性的影响;采用flip-Radau谱法对连续最优控制问题进行离散,并利用伪谱法的独特离散时域映射,将开机和终端时刻设计为特殊控制变量,提高了优化结果的精度和最优性.在快速性方面,为利用凸优化方法求解非凸问题,基于一种新的信赖域更新策略,提出了改进序列凸化算法,减少了算法迭代次数,提高了算法收敛性能.数值实验验证了算法的有效性.高精度的优化结果和较高的计算速度,使得算法具有发展为在线最优制导方法的潜力.     

An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization

This paper proposes an affine scaling interior trust-region method in association with nonmonotone line search filter technique for solving nonlinear optimization problems subject to linear inequality constraints. Based on a Newton step which is derived from the complementarity conditions of linear inequality constrained optimization, a trust-region subproblem subject only to an ellipsoidal constraint is defined by minimizing a quadratic model with an appropriate quadratic function and scaling matrix. The nonmonotone schemes combining with trust-region strategy and line search filter technique can bring about speeding up the convergence progress in the case of high nonlinear. A new backtracking relevance condition is given which assures global convergence without using the switching condition used in the traditional line search filter technique. The fast local convergence rate of the proposed algorithm is achieved which is not depending on any external restoration procedure. The preliminary numerical experiments are reported to show effectiveness of the proposed algorithm.     

A new trust-region method with line search for solving symmetric nonlinear equations

A new trust-region method is proposed for symmetric nonlinear equations. In this given algorithm, if the trial step is unsuccessful, one line search will be used instead of repeatedly solving the subproblem of the normal trust-region method. Moreover, the global convergence is established under mild conditions by a new way. The quadratic convergence of the presented method is also proved. Numerical results show that the method is interesting for the given problems.     

An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints

In this paper, an affine-scaling derivative-free trust-region method with interior backtracking line search technique is considered for solving nonlinear systems subject to linear inequality constraints. The proposed algorithm is designed to take advantage of the problem structured by building polynomial interpolation models for each function in the nonlinear system function F. The proposed approach is developed by forming a quadratic model with an appropriate quadratic function and scaling matrix: there is no need to handle the constraints explicitly. By using both trust-region strategy and interior backing line search technique, each iteration switches to backtracking step generated by the trust-region subproblem and satisfies strict interior point feasibility by line search backtracking technique. Under reasonable conditions, the global convergence and fast local convergence rate of the proposed algorithm are established. The results of numerical experiments are reported to show the effectiveness of the proposed algorithms.     

Primal explicit max margin feature selection for nonlinear support vector machines

Embedding feature selection in nonlinear support vector machines (SVMs) leads to a challenging non-convex minimization problem, which can be prone to suboptimal solutions. This paper develops an effective algorithm to directly solve the embedded feature selection primal problem. We use a trust-region method, which is better suited for non-convex optimization compared to line-search methods, and guarantees convergence to a minimizer. We devise an alternating optimization approach to tackle the problem efficiently, breaking it down into a convex subproblem, corresponding to standard SVM optimization, and a non-convex subproblem for feature selection. Importantly, we show that a straightforward alternating optimization approach can be susceptible to saddle point solutions. We propose a novel technique, which shares an explicit margin variable to overcome saddle point convergence and improve solution quality. Experiment results show our method outperforms the state-of-the-art embedded SVM feature selection method, as well as other leading filter and wrapper approaches.     

桥式吊车系统的伪谱最优控制设计

对于桥式吊车系统的最优控制问题,根据实际的工况要求,性能指标有时不一定是标准的二次形式.同时,在实际的控制问题中,状态和控制输入往往会受到一些边界条件和路径过程中的约束.针对这一问题,本文应用Chebyshev伪谱优化算法来处理,它可以处理状态和控制约束的非线性最优化问题以及一个非标准的目标函数.首先对桥式吊车系统模型进行一系列的坐标变换,将其转变为上三角系统形式的误差模型.然后将桥式吊车最优控制问题转化成具有一系列代数约束的参数优化问题,即非线性规划问题.通过求解离散化后的参数优化问题,得到桥式吊车的最优控制律.本文还给出了Chebyshev伪谱最优解的可行性和一致性分析.最后,在仿真研究中验证该控制器的有效性.     

A BFGS trust-region method for nonlinear equations

In this paper, a new trust-region subproblem combining with the BFGS update is proposed for solving nonlinear equations, where the trust region radius is defined by a new way. The global convergence without the nondegeneracy assumption and the quadratic convergence are obtained under suitable conditions. Numerical results show that this method is more effective than the norm method.     

A trust-region algorithm combining line search filter technique for nonlinear constrained optimization

In this paper, we propose a trust-region algorithm in association with line search filter technique for solving nonlinear equality constrained programming. At current iteration, a trial step is formed as the sum of a normal step and a tangential step which is generated by trust-region subproblem and the step size is decided by interior backtracking line search together with filter methods. Then, the next iteration is determined. This is different from general trust-region methods in which the next iteration is determined by the ratio of the actual reduction to the predicted reduction. The global convergence analysis for this algorithm is presented under some reasonable assumptions and the preliminary numerical results are reported.     

求解Minimax优化问题的Newton型算法

Newton法是求解无约束优化问题的最有效的算法,但由于需要计算目标函数的Hesse矩阵计算量大,因此人们大多采用拟Newton(变度量法)求解无约束问题。近些年来,由于自动微分(Automatic Differentiation)技术的提出和计算机速度与内存的不断提高,     

基于伪谱法的自由采样实时最优反馈控制及应用

利用高斯伪谱法收敛速率快、精度高的特点,基于通用伪谱优化软件包在线求解非线性系统的最优控制问题.将伪谱反馈控制理论与非线性最优控制理论结合起来,给出了一种自由采样实时最优反馈控制算法,该算法通过连续在线生成开环最优控制的方式提供闭环反馈.考虑计算误差、模型参数不确定性和干扰的作用,假定系统状态方程右侧的非线性向量函数关于状态、控制和系统参数是Lipschitz连续的,利用Bellman最优性原理对闭环控制系统的有界稳定性进行了分析和理论证明.最后,以高超声速再入飞行器为应用对象,研究了其再入制导问题,仿真结果验证了该算法的可行性和有效性.     

基于交替方向乘子法的非光滑损失坐标优化算法

交替方向乘子法(ADMM)在机器学习问题中已有一些实际应用。针对大规模数据的处理和非光滑损失凸优化问题,将镜面下降方法引入原ADMM批处理算法,得到了一种新的改进算法,并在此基础上提出了一种求解非光滑损失凸优化问题的坐标优化算法。该算法具有操作简单、计算高效的特点。通过详尽的理论分析,证明了新算法的收敛性,在一般凸条件下其具有目前最优的收敛速度。最后与相关算法进行了对比,实验结果表明该算法在保证解稀疏性的同时拥有更快的收敛速度。     

基于双线性模型的连续时间非线性最优控制的DISOPE 算法

对连续时间非线性最优控制问题出了基于双线性二次型问题的ＤＩＳＯＰＥ算法,在模型与实际存在差异的情况下,通过求解修正的基于双线性模型的优化总理２和参数估计问题,给出了实际问题的最优解,提出了求解非齐次双线性二次型问题的迭代算法,分析了该算法的收敛性,仿真结果表明该算法比现有算法有更好的收敛特性。     

罚函数凸优化迭代算法及在无人机路径规划中的应用

针对无人机路径规划问题,建立了具有定常非线性系统、非仿射等式约束、非凸不等式约束的非凸控制问题模型,并对该模型进行了算法设计和求解。基于迭代寻优的求解思路,提出了凸优化迭代求解方法和罚函数优化策略。前者利用凹凸过程(CCCP)和泰勒公式对模型进行凸化处理,后者将经处理项作为惩罚项施加到目标函数中以解决初始点可行性限制。经证明该方法严格收敛到原问题的Karush-Kuhn-Tucker(KKT)点。仿真实验验证了罚函数凸优化迭代算法的可行性和优越性,表明该算法能够为无人机规划出一条满足条件的飞行路径。     

解最优控制问题结合同伦法的自适应拟谱方法

针对弱间断最优控制问题和Bang-Bang最优控制问题,提出一种结合同伦法的自适应拟谱方法.Chebyshev拟谱方法转换原问题成为非线性规划问题.基于同伦法思想,同伦参数改变路径约束的界限,得到一系列比较光滑的最优控制问题.通过解这些问题得到原问题的不光滑解.文中证明了弱间断情况下数值解的收敛性.依据这收敛性和同伦参数,误差指示量可以捕捉不光滑点.本文方法与其他方法在数值算例中的对比表明,本文方法在精度和效率上都有明显优势.     

一种求解线性约束的非线性规划神经网络方法

针对线性约束的非线性规划的求解问题,利用罚函数求解优化问题的思想将其转化为二次凸规划,基于神经网络的结构特性,定义所需的能量函数,从而使网络收敛于唯一稳定点最终实现线性约束的非线性规划的求解。实验仿真结果表明,该方法是有效和正确的,且能推广到含参的非线性规划和多目标规划中去。     

An effective trust-region-based approach for symmetric nonlinear systems

This paper presents a new trust-region procedure for solving symmetric nonlinear systems of equations having several variables. The proposed approach takes advantage of the combination of both an effective adaptive trust-region radius and a non-monotone strategy. It is believed that the selection of an appropriate adaptive radius and the application of a suitable non-monotone strategy can improve the efficiency and robustness of the trust-region framework as well as decrease the computational costs of the algorithm by decreasing the required number of subproblems to be solved. The global convergence and the quadratic convergence of the proposed approach are proved without the non-degeneracy assumption of the exact Jacobian. The preliminary numerical results of the proposed algorithm indicating the promising behaviour of the new procedure for solving nonlinear systems are also reported.     

Complex weight control of array pattern nulling

An efficient method based on the sequential quadratic programming (SQP) algorithm for the linear antenna arrays pattern synthesis with prescribed nulls in the interference direction and minimum side lobe levels by the complex weights of each array element is presented. In general, the pattern synthesis technique that generates a desired pattern is a greatly nonlinear optimization problem. SQP method is a versatile method to solve the general nonlinear constrained optimization problems and is much simpler to implement. It transforms the nonlinear minimization problem to a sequence of quadratic subproblem that is easier to solve, based on a quadratic approximation of the Lagrangian function. Several numerical results of Chebyshev pattern with the imposed single, multiple, and broad nulls sectors are provided and compared with published results to illustrate the performance of the proposed method. © 2007 Wiley Periodicals, Inc. Int J RF and Microwave CAE, 2007.     

一种求解约束优化问题的混合算法

提出一种基于修改增广Lagrange函数和PSO的混合算法用于求解约束优化问题。将约束优化问题转化为界约束优化问题,混合算法由两层迭代结构组成,在内层迭代中,利用改进PSO算法求解界约束优化问题得到下一个迭代点。外层迭代主要修正Lagrange乘子和罚参数,检查收敛准则是否满足,重构下次迭代的界约束优化子问题,检查收敛准则是否满足。数值实验结果表明该混合算法的有效性。     

奇异摄动时滞系统次优控制的Chebyshev多项式级数方法

研究奇异摄动时滞系统次优控制的近似设计问题.基于奇异摄动的快慢分解理论,将系统的最优控制问题转化为无时滞快子问题和线性时滞慢子问题;利用Chebyshev多项式级数方法将时滞慢子问题的近似求解问题转化为线性代数方程组的求解问题,进而得到原系统的次优控制律,该控制律由Chebyshev多项式级数的基向量表示.仿真算例表明了该方法的有效性.     

复杂流程工业系统的优化综合与柔性分析

MINLP模型在优化综合与柔性分析中起着重要作用。具有两种表示方法：代数法和逻辑法,后者在模型表达与求解方面有很多优点。MINLP模型中还可以集成启发性知识,也就是工程经验,以加快求解速度,并使结果更加合理。对于凸的MINLP问题。目前比较成熟的算法有分支界定法、外近似法和广义Bender函数法。对于非凸NINLP问题,其求解算法目前尚在研究中,已提出的有罚函数法、αBB算法和符号重建算法。此外,一些基于随机搜索的方法也得到了应用,并且在实践中取得了较好的结果。